Debit valuation adjustment (DVA)
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Quants call for Isda to clarify close-out values
Leading quants highlight ambiguity in Isda master agreement - but warn that resolving the issue could worsen systemic risk
Cutting Edge introduction: clarity needed on credit adjustments
Credit and credibility
Close-out convention tensions
Close-out convention tensions
Funding cost adjustments for derivatives
Funding cost adjustments for derivatives
Cutting Edge introduction: the DVA debate
The DVA debate
In the balance
In the balance